A note on the almost sure central limit theorem for weakly dependent random variables (Q1344814)

Consider a sequence of i.i.d. random variables \(\{X_ n\}\) defined on a probability space \((\Omega, {\mathcal F}, \mathbb{P})\) with \(\mathbb{E} X_ 1 = 0\) and \(\text{Var }X_ 1 = 1\); let \(\{S_ n\}\) denote the partial sums, then the almost-sure central limit theorem states that there is a set \(N \in {\mathcal F}\), with \(\mathbb{P}(N) = 1\), such that for all \(\omega \in N\), \[ (\log n)^{-1} \sum_{k \leq n} k^{-1} I_ A (k^{-1/2} S_ k(\omega)) \to (2\pi)^{-1/2} \int_ A e^{-u^ 2/2} du \] for all Borel sets \(A\) with \(\lambda(\partial A) = 0\). It is known that this result holds for certain dependent sequences of random variables but such results have required additional assumptions. The authors obtain versions of the almost-sure central limit theorem for associated sequences, strongly mixing and \(\rho\)-mixing sequences under the same conditions that assure the usual central limit theorem.